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Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017
Recent research shows that efforts to limit climate change should focus on reducing emissions of carbon dioxide over other greenhouse gases or air pollutants. Many countries are paying substantial attention to carbon emissions to improve air quality and public health. The largest source of...
Persistent link: https://www.econbiz.de/10011658757
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On the international spillovers of US quantitative easing
Fratzscher, Marcel; Lo Duca, Marco; Straub, Roland - 2013
capital flows to emerging markets (EMEs) and a counter-cyclical way for the US, triggering a portfolio rebalancing across … Fed operations, such as Treasury and MBS purchases, on portfolio allocations and asset prices dwarfed those of Fed … contributed to portfolio reallocation as well as a re-pricing of risk in global financial markets. …
Persistent link: https://www.econbiz.de/10011605602
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Capital market development over the long run: The portfolios of UK life assurers over two centuries
Bogle, David A.; Coyle, Christopher; Turner, John D. - 2020
What shapes and drives capital market development over the long run? In this paper, using the asset portfolios of UK life assurers, we examine the role of regulation, historical contingency and political reactions to events on the long-run development of the UK capital market. Government...
Persistent link: https://www.econbiz.de/10012315242
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Capital Market Development Over the Long Run: The Portfolios of UK Life Assurers Over Two Centuries
Bogle, David; Coyle, Christopher; Turner, John D. - 2020
What shapes and drives capital market development over the long run? In this paper, using the asset portfolios of UK life assurers, we examine the role of regulation, historical contingency and political reactions to events on the long-run development of the UK capital market. Government...
Persistent link: https://www.econbiz.de/10014284471
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On the international spillovers of US quantitative easing
Fratzscher, Marcel; Lo Duca, Marco; Straub, Roland - 2013
procyclical manner for capital flows to emerging markets (EMEs) and a counter-cyclical way for the US, triggering a portfolio …, the impact of Fed operations, such as Treasury and MBS purchases, on portfolio allocations and asset prices dwarfed those … measures have contributed to portfolio reallocation as well as a re-pricing of risk in global financial markets. …
Persistent link: https://www.econbiz.de/10010316434
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Consumer behavior and payment choice : 2006 conference summary
Carten, Margaret; Littman, Daniel A.; Schuh, Scott; … - 2007
This paper summarizes the proceedings of the second Consumer Behavior and Payment Choice conference, held at the Federal Reserve Bank of Boston on July 2527, 2006. These conferences are unique in featuring the collaboration of two groups of payments experts the private-sector payments industry...
Persistent link: https://www.econbiz.de/10003713633
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The impact of individual investment behavior for retirement welfare : evidence from the United States and Germany
Post, Thomas; Gründl, Helmut; Schmit, Joan Therese; … - 2008
Much of the industrialized world is undergoing a significant demographic shift, placing strain on public pension systems. Policymakers are responding with pension system reforms that put more weight on privately managed retirement funds. One concern with these changes is the effect on individual...
Persistent link: https://www.econbiz.de/10003727472
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Development and validation of credit-scoring models
Glennon, Dennis C.; Kiefer, Nicholas Maximilian; … - 2007
Accurate credit-granting decisions are crucial to the efficiency of the decentralized capital allocation mechanisms in modern market economies. Credit bureaus and many financial institutions have developed and used credit-scoring models to standardize and automate, to the extent possible, credit...
Persistent link: https://www.econbiz.de/10003728240
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Comments on Jeske and Krueger's "Housing and the macroeconomy: the role of implicit guarantees for government sponsored enterprisesʺ
Peterson, Brian (contributor) - 2008
Persistent link: https://www.econbiz.de/10003732150
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Nonlinear ACD model and informed trading : evidence from Shanghai Stock Exchange
Wong, Woon K. (contributor); Tan, Dijun (contributor);  … - 2008
Dufour and Engle (J. Finance (2000) 2467) find evidence of an increased presence of informed traders when the NYSE markets are most active. No such evidence, however, can be found by Manganelli (J. Financial Markets (2005) 377) for the infrequently traded stocks. In this paper, we fit a...
Persistent link: https://www.econbiz.de/10003739554